From 07e18043145f3d91c8ea7ec3ad41b3c905585277 Mon Sep 17 00:00:00 2001 From: Ethan Werner Date: Wed, 1 Jul 2026 09:42:39 +0400 Subject: initial commit: ts time series analysis library v0.1.0 - 354 financial and mathematical time-series indicators - Uniform C11 API with consistent function signatures - 349 passing tests with -Werror - Static and shared library builds - pkg-config integration - Python bindings - Fuzzing and sanitizer support - Security hardening flags --- lib/cumulative_volume_delta.c | 44 +++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 44 insertions(+) create mode 100644 lib/cumulative_volume_delta.c (limited to 'lib/cumulative_volume_delta.c') diff --git a/lib/cumulative_volume_delta.c b/lib/cumulative_volume_delta.c new file mode 100644 index 0000000..d76da1c --- /dev/null +++ b/lib/cumulative_volume_delta.c @@ -0,0 +1,44 @@ +// Cumulative Volume Delta +// +// cumulative_volume_delta - CVD +// +// Running sum of volume weighted by close-open direction +// +// Inputs: 5 (OHLCV) +// Outputs: 1 (CVD) +// Constants: 0 + +#include +#include "ts.h" + + +ts_parameter_t const ts_cumulative_volume_delta_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 }; + +uint_t ts_cumulative_volume_delta_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( 0 ); +} + +int ts_cumulative_volume_delta( + fp_t * const *y, uint_t y_n, + fp_t const * const *x, uint_t x_n, + uint_t n, ts_constant_t const *c +) +{ + TS_PROLOGUE( ts_cumulative_volume_delta_p ); + (void)c; + fp_t cum = 0; + + for( uint_t i = 0; i < n; ++i ) + { + fp_t diff = x[3][i] - x[0][i]; + fp_t sign = ( diff > 0 ) ? 1.0 : ( diff < 0 ) ? -1.0 : 0.0; + cum += x[4][i] * sign; + y[0][i] = cum; + } + return 0; +} + + + -- cgit v1.3.1